+42.7%
XLP vs ARWR
-29.8%
+72.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -0.5% |
| 7D | +3.5% | -5.0% | +8.5% | +3.7% |
| 30D | +11.6% | -6.6% | +18.2% | +11.8% |
| 3M | +7.6% | -33.9% | +41.5% | +9.3% |
| 6M | +10.0% | -23.3% | +33.3% | +10.8% |
| YTD | +19.7% | -13.5% | +33.2% | +19.7% |
| 1Y | +23.5% | +42.5% | -19.1% | +20.4% |
| 3Y | +44.0% | +104.1% | -60.2% | +34.4% |
| 5Y | +42.7% | -28.8% | +71.5% | +32.0% |
| All | +42.7% | -29.8% | +72.5% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling